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Books > Business & Economics > Economics > Econometrics

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Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.) Loot Price: R5,765

Discovery Miles 57 650

Repayment Terms: R540 pm x 12*

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Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.): Benedikt M. Potscher, Ingmar R. Prucha

Dynamic Nonlinear Econometric Models - Asymptotic Theory (Hardcover, 1997 ed.)

Benedikt M. Potscher, Ingmar R. Prucha

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Loot Price R5,765 Discovery Miles 57 650 | Repayment Terms: R540 pm x 12*

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The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to establishing the asymptotic properties of such estimators, the book provides a detailed discussion of the statistical and probabilistic tools necessary for such an analysis. The book also gives a careful treatment of estimators of asymptotic variance covariance matrices for dependent processes.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Release date:	July 1997
First published:	1997
Authors:	Benedikt M. Potscher • Ingmar R. Prucha
Dimensions:	235 x 155 x 19mm (L x W x T)
Format:	Hardcover
Pages:	312
Edition:	1997 ed.
ISBN-13:	978-3-540-62857-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Promotions
LSN:	3-540-62857-6
Barcode:	9783540628576